Semester:WS 21/22
Art:Vorlesung
Sprache:Englisch
Plansemester:5
Lektionen / Semester:30.0 L / 22.5 h
Selbststudium:67.5 h
Art:Vorlesung
Sprache:Englisch
Plansemester:5
Lektionen / Semester:30.0 L / 22.5 h
Selbststudium:67.5 h
Modulleitung/Dozierende
- Dr. rer. oec. Matthias Herrmann-Romero, MSc
(Modulleitung)
- Assoz. Prof. Dr. Martin Angerer
(Co-Modulleitung)
- Prof. Dr. Michael Hanke
(Interner Dozent)
- Prof. Dr. Marco J. Menichetti
(Interner Dozent)
- Ass.-Prof. Dr. Sebastian Stöckl
(E-Learning Admin)
Studiengang
Bachelorstudiengang Betriebswirtschaftslehre (01.09.2012)Beschreibung
Risk Management:
- Identification, measuring and controlling financial risks.
- Classes of Risk
- Hedging strategies
- The risk management process
Financial Institutions:
- Importance and roles of the main actors on capital and financial markets, basic knowledge of finance intermediation, regulation of banks.
- Financial Intermediation
- Bank regulation
Kompetenzen
- Know and characterize the most important financial risk classes (market, credit and operational risks).
- Know the tools how to measure specific risks (distributions, down-side risk measures, sensitivity measures etc.
- Know the most important actors on financial markets and their roles and responsibilities.
- Gain basic knowledge about financial intermediation and show the associated risks (on- & off balance sheet).
- Know the basic aspects of bank regulations.
- Interpret the relevant risk measures.
- Describe the use of derivatives to control risks.
- Understand the role of different types of financial institutions.
- Understand the difference between acting on financial markets and financial intermediation.
- Describe the specific risks of financial intermediation.
- Know the main goals of bank regulations and the tools to reach them.
- Use risk measures to quantify risk and calculate them.
- Valuate derivatives with the model of arbitrage.
- Show that they can decide which risk measures are appropriate for specific risk classes.
- Analyze the use of hedging strategies.
- Find the fair value of derivatives by using parameters (Greeks).
- Conceptualize and evaluate a risk management process, which identifies and quantifies risks and displays the design/use of hedging tools and their valuation.
- Combine the roles of financial institutions and regulations to understand financial markets.
- Gain expert knowledge in risk management and financial institutions and regulatory standards.
- Understand the complex concept of risk management and are able to connect the different roles of financial institutions.
- Use methods and models to control risk in unknown decision situations. Calculate optimal hedging strategies.
- Develop abilities to understand and analyze mathematical relationships and models.
- Evaluate models and decide which of the models fits their needs best.
- Work and motivate students who tend to give up as a reaction to the difficulty of mathematical problems.
- Take responsibility and organize/explain their solution to others who have problems and tend to give up.
- Understand and critically discuss the arguments of fellow students.
- Understand the flaws and problems of fellow students, reaction without offense.
Lehrmethoden
Lecture
Literatur
1) Hull, J. (2012). Risk Management and Financial Institutions (3rd ed.). New Jersey: Wiley.
2) Hull, J. (2012). Options, futures, and other derivatives (8th ed.). Boston: Pearson/Prentice Hall.
3) Greenbaum, S.I., Thakor, A.V., & Boot, A.W.A. (2016). Contemporary Financial Intermediation (3rd ed.). Amsterdam, London: Elsevier.
Prüfungsmodalitäten
- written examination
Termine
Datum | Zeit | Raum |
14.09.2021 | 15:15 - 16:45 | S10 (Fabrikweg) |
21.09.2021 | 15:15 - 16:45 | S10 (Fabrikweg) |
28.09.2021 | 15:15 - 16:45 | S10 (Fabrikweg) |
05.10.2021 | 15:15 - 16:45 | S10 (Fabrikweg) |
12.10.2021 | 15:15 - 16:45 | S10 (Fabrikweg) |
19.10.2021 | 15:15 - 16:45 | S10 (Fabrikweg) |
26.10.2021 | 15:15 - 16:45 | S10 (Fabrikweg) |
02.11.2021 | 15:15 - 16:45 | S10 (Fabrikweg) |
09.11.2021 | 15:15 - 16:45 | S10 (Fabrikweg) |
16.11.2021 | 15:15 - 16:45 | S10 (Fabrikweg) |
23.11.2021 | 15:15 - 16:45 | S10 (Fabrikweg) |
30.11.2021 | 15:15 - 16:45 | S10 (Fabrikweg) |
07.12.2021 | 15:15 - 16:45 | S10 (Fabrikweg) |
14.12.2021 | 15:15 - 16:45 | S10 (Fabrikweg) |
Prüfungen
- PWW-BA-12_Risk Management & Financial Institutions - VO (WS 21/22, bewertet)
- PWW-BA-12_Risk Management & Financial Institutions - VO (SS 22, bewertet)